Converting Audio Track to .wav

I have tried to import a file from my computer (Windows 8) using Audacity 2.0.2.
The file is a CD Audio Track and Audacity wants a .wav file.
I have no idea how to change this as I am not getting any help from yahoo answers and do not trust the online sites.
Please can someone help me convert this file.
It is for a friend.

It is for a friend.

Yes, and we totally believe you. Really.

Sound on an Audio CD is not arranged in sound files. You need to use a CD Ripping Program to convert from CD format to WAV.

Mac people just do it in iTunes. I don’t remember the program I used to use in Windows.

Here it is. CDex


I use [u]EAC[/u] for ripping CDs. I think Windows Media Player can do it too.

If you do use Windows Media Player, open Tools > Options… then click the “Rip Music” tab. The “Rip Settings” default to WMA encoding. Change it to “WAV (lossless)”.